The influence of extremes on the law of the iterated logarithm

DOI10.1007/BF00334040zbMath0621.60033OpenAlexW2068070942MaRDI QIDQ1089988

Philip S. Griffin

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334040

zbMATH Keywords

law of the iterated logarithminfluence of extremes

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (3)

Non-classical law of the iterated logarithm behaviour for trimmed sums ⋮ Maxima of increments of partial sums for certain subexponential distributions ⋮ An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law

Cites Work

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• Approximate local limit theorems for laws outside domains of attraction
• Probability estimates for the small deviations of d-dimensional random walk
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Extreme values and the law of the iterated logarithm
• General one-sided laws of the iterated logarithm
• Laws of the iterated logarithm for sums of the middle portion of the sample
• Laws of the iterated logarithm for symmetric stable processes
• On the limit distributions of lightly trimmed sums
• The central limit problem for trimmed sums
• Stability for sums of i.i.d. random variables when extreme terms are excluded
• The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions

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